Robust generalised quadratic discriminant analysis

Bayesian Quadratic Discriminant Analysis

Quadratic discriminant analysis is a common tool for classification, but estimation of the Gaussian parameters can be ill-posed. This paper contains theoretical and algorithmic contributions to Bayesian estimation for quadratic discriminant analysis. A distribution-based Bayesian classifier is derived using information geometry. Using a calculus of variations approach to define a functional Bre...

Classification Using Linear Discriminant Analysis and Quadratic Discriminant Analysis

2 Classification of One-Dimensional Data 2 2.1 Linear Discriminant Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.1.1 Building the LDA Classifier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.1.2 Results of One-Dimensional LDA Classification . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Quadratic Discriminant Analysis . . . . . ....

Robust Fisher Discriminant Analysis

Fisher linear discriminant analysis (LDA) can be sensitive to the problem data. Robust Fisher LDA can systematically alleviate the sensitivity problem by explicitly incorporating a model of data uncertainty in a classification problem and optimizing for the worst-case scenario under this model. The main contribution of this paper is show that with general convex uncertainty models on the proble...

Robust Discriminant Analysis

Daar de proefschriften in de reeks van de Faculteit Economische en Toegepaste Economische Wetenschappen het persoonlijk werk zijn van hun auteurs, zijn alleen deze laatsten daarvoor verantwoordelijk. i Acknowledgements " De laatste loodjes wegen het zwaarst " is surely an appropriate Dutch expression, regarding the work of the last few months. My years of research were great as well as very tou...

Linear and Quadratic Discriminant Analysis and Friends